
where \(I_{m}\)  is the identity matrix of size \(m \times m\) .
For stationary kernels, such as the squared-exponential kernel, \(\sigma _\mathrm {D}(\cdot )\)  sees monotonic decay as \(m\)  increases.
As \(m\rightarrow \infty \) , the posterior covariance \(\sigma _\mathrm {D}(\cdot )\rightarrow 0\)  and \(\mu _{\mathrm {D}}\rightarrow g\)  [1]}.
